Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174507.8285 | 93161.2723 | 81346.5562 | 225126.655 | 28060.2533 | 197066.4017 |
Total P&L (%) | 174.5078 | 93.1613 | 81.3466 | 225.1267 | 28.0603 | 197.0664 |
Avg Daily Profit (%) | 0.3351 | 0.1789 | 0.1562 | 0.2266 | 0.0475 | 0.2093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41231 | -56647 | -28133 | -192252 | -274668 | -122960 |
Profit Factor | 1.4151 | 1.4078 | 1.4238 | 1.1659 | 1.0369 | 1.3301 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 43.3333 | 42.2222 | 44.4444 | 43.3333 | 42.2222 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.8506 | 1.9265 | 1.7798 | 1.5247 | 1.419 | 1.6626 |
Largest Winning Trade | 64748 | 64748 | 19117 | 160447 | 160447 | 74197 |
Largest Losing Trade | -14063 | -11185 | -14063 | -65215 | -52053 | -65215 |
Avg Bars in Trades | 136 | 141 | 131 | 136 | 141 | 131 |
Avg Bars in Winners | 190 | 196 | 185 | 190 | 196 | 185 |
Avg Bars in Losers | 95 | 101 | 88 | 95 | 101 | 88 |
Bars Traded | 24577 | 12746 | 11831 | 24577 | 12746 | 11831 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304392 | 193943 | 221592 | -31286 | -316573 | 217299 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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